B2 Impact ASA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.51% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0500 | 6.49 | |
| 0.6139 | 28.36 | |
| 0.1068 | 10.21 | |
| 0.9681 | 0.94 | |
| 0.4771 | 5.29 | |
| 0.3471 | 1.56 |
Estimation Period:
Feb 7, 2019 to Feb 13, 2026
Feb 7, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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